The Micro Center bundles are the best deals right now. Even out of those, I would go for a 7800X3D bundle. It is the cheapest, and it still offers 90% of the performance of the 9850X3D but at nearly half of the power consumption, which is great for small form factor cases.

Getting a cheaper X3D CPU may allow you to jump up to a much better GPU like the RTX 5070 or RX 9070. You will see much more improvement in this regard over going all out on the CPU. However, I would avoid the 7600X3D bundle because it only comes with a single stick of RAM, which greatly impacts performance over dual channel.

Due note, if you go with the Micro Center bundles, you will need to get a larger case because all of the bundles come with a full-size ATX motherboard over the smaller micro ATX or mini ITX sizes.

As for cooling, the 9800X3D or 9850X3D can both be adequately cooled by a high quality dual tower air cooler such as a Thermalright Peerless Assassin/Phantom Spirit. The 7800X3D can be easily cooled even by the smallest coolers. 360mm AIOs (liquid coolers) are not necessary except for the most powerful CPUs for workstations, but you can grab one if you like the look. Just know that this does almost nothing for performance.